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Price option strategies from historical 15:45 volatility surface snapshots.
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Backtest Window
Only dates with a saved 15:45 fit are selectable.
Underlying
SPX
AAPL
AMZN
GLD
GOOGL
IWM
META
MSFT
MU
NVDA
QQQ
SLV
TSLA
Using SPX 15:45 EOD snapshots.
Start Date
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End Date
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Portfolio Legs
Use either delta or absolute strike for each leg.
Leg 1
Choose strike mode
Remove
DTE
Delta %
Abs Strike
Call/Put
Select
Call
Put
Qty
Roll Days
Interpolate
Add Row
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